+4,789.7%
SITM vs POET
+183.9%
+4,605.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.6% | +0.9% | +4.8% |
| 7D | +3.9% | +0.4% | +3.5% | +3.7% |
| 30D | -6.6% | -10.4% | +3.8% | -4.9% |
| 3M | -11.9% | -29.3% | +17.5% | -7.2% |
| 6M | +81.1% | +6.9% | +74.3% | +66.7% |
| YTD | +80.0% | +25.6% | +54.4% | +60.5% |
| 1Y | +145.8% | +49.2% | +96.7% | +109.2% |
| 3Y | +475.9% | +128.4% | +347.4% | +309.8% |
| 5Y | +189.2% | -4.2% | +193.4% | +120.9% |
| All | +4,789.7% | +183.9% | +4,605.8% | +2,423.0% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded POET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling